通过第二类不等式实现一致性:吴定理的一个推广

Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem

Econometric Theory · 1989
被引 7
人大 A-ABS 4

中文导读

将吴定理从最小二乘估计推广到任意函数的极小化(M估计),使用改进的第二类不等式和Kronecker引理的推广,得到更强的一致性结果。

Abstract

Wu introduced a new technique for proving consistency of least-squares estimators in nonlinear regression. This paper extends his results in three directions. First, we consider the minimization of arbitrary functions (M-estimators instead of least squares). Second, we use an improved type 2 inequality. Third, an extension of Kronecker's lemma yields a more powerful result.

Wu定理M估计类型2不等式Kronecker引理